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RBA Glossary definition for Net interest spread

Net interest spread – A measure of the difference between a bank�s average rate of interest-bearing assets and its average rate of interest-bearing liabilities.

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BA-MARTIN in Detail

18 Jan 2022 RDP 2022-01
Anthony Brassil, Mike Major and Peter Rickards
The NIM can be equivalently written as the net interest spread ( r. ... The net interest spread equals the weighted average of the unconstrained mortgage and business lending spreads. (.
https://www.rba.gov.au/publications/rdp/2022/2022-01/ba-martin-in-detail.html
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2.2 Operations in Financial Markets

19 Oct 2023 RBA Annual Report – October 2023
Operations in Financial Markets | Reserve Bank of Australia Annual Report – October 2023
https://www.rba.gov.au/publications/annual-reports/rba/2023/operations-in-financial-markets.html

The Consequences of Low Interest Rates for the Australian Banking Sector

21 Dec 2022 RDP 2022-08
Anthony Brassil
Banks' net interest margins (NIMs) – the difference between their interest income and interest expenses (as a share of assets) – will fall with interest rates if spreads remain constant. ... So even if Australian banks' were able to maintain their
https://www.rba.gov.au/publications/rdp/2022/2022-08/full.html
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Operations in Financial Markets

27 Oct 2022 RBA Annual Report – October 2022
Also, the cash rate continues to trade below the cash rate target but above the interest rate paid on ES balances, with the spread between the cash rate and the interest ... The Board has kept the spread between the cash rate target and the interest rate
https://www.rba.gov.au/publications/annual-reports/rba/2022/operations-in-financial-markets.html

The Impact of Interest Rates on Bank Profitability: A Retrospective Assessment Using New Cross-country Bank-level Data

21 Jun 2023 RDP 2023-05
Callan Windsor, Terhi Jokipii and Matthieu Bussiere
demand. All else equal, lower interest rates are likely to directly impact bank profitability by eroding banks' net interest margins (NIMs). ... AUS. CAN. CHL. CZE. DEU. FRA. NOR. POL. SWE. CHE. Net interest margin (NIM).
https://www.rba.gov.au/publications/rdp/2023/2023-05/full.html
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Developments in Financial Intermediation | Reserve Bank of Australia Annual Report - 1995

31 Dec 1995 Annual Report
Household expenditure data show that the net receivers of interest tend to be either high-income earners or retirees. ... With loan interest rates increasing by a little less than deposit rates, there was a marginal decline in banks' net interest spread
https://www.rba.gov.au/publications/annual-reports/rba/1995/develop-fin-inte.html

Operations in Financial Markets

12 Apr 2020 RBA Annual Report – 2020
The cash rate is the interest rate on unsecured overnight loans between banks. ... at an interest rate of 25 basis points above the cash rate target.
https://www.rba.gov.au/publications/annual-reports/rba/2020/operations-in-financial-markets.html

References

26 Oct 2023 RDP 2023-07
Raffaella Giacomini, Toru Kitagawa and Matthew Read
Boer L, A Pescatori and M Stuermer (forthcoming), ‘Energy Transition Metals: Bottleneck for Net-Zero Emissions?’, Journal of the European Economic Association. ... Kilian L and X Zhou (2022), ‘Oil Prices, Exchange Rates and Interest Rates’,
https://www.rba.gov.au/publications/rdp/2023/2023-07/references.html
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Financial Intermediation | Reserve Bank of Australia Annual Report - 1994

30 Jun 1994 Annual Report
Overall, the cost of funds to banks fell by less than loan rates, with the result that banks' average interest spreads declined. ... The net interest margin shows net interest income (interest received minus interest paid) divided by total
https://www.rba.gov.au/publications/annual-reports/rba/1994/fin-intermediation.html

Australian Money Market Divergence: Arbitrage Opportunity or Illusion?

1 Sep 2019 RDP 2019-09
Belinda Cheung and Sebastien Printant
Figure 1: Money Market and Lending Interest Rates. Spread to overnight indexed swaps, various terms. ... Subsequently in 2019, net returns in all these money markets declined as the spread between money market rates and cash rate expectations narrowed.
https://www.rba.gov.au/publications/rdp/2019/2019-09/full.html
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